[SOLVED] DepositRateHelper unexpected keyword argument 'dayCounter'

DepositRateHelper unexpected keyword argument 'dayCounter'

I copied the example for EONIA curve bootstrapping. I tried to link the inputs to the corresponding keyword arguments of the DepositRateHelper class. I checked the keyword arguments in the docs, which resulted in the following

import QuantLib as ql
today = ql.Date(11, 12, 2012)
ql.Settings.instance().evaluationDate = today
helpers = [ ql.DepositRateHelper(rate = ql.QuoteHandle(ql.SimpleQuote(rate/100)), 
                             tenor = ql.Period(1,ql.Days), 
                             fixingDays = fixingDays, 
                             calendar = ql.Germany(), 
                             convention = ql.Following, 
                             endOfMonth = False,
                             dayCounter = ql.Actual360()
                             )
        for rate, fixingDays in [(0.04, 0), (0.04, 1), (0.04, 2)] ]

Now I get a TypeError:

TypeError: __init__() got an unexpected keyword argument 'dayCounter'

If skipping all the "keywords" the code works perfectly fine. So my question is, is there a way to get to know the desired keywords or did I search in the wrong place?

Best Daniel

Solution

Unfortunately, keywords are allowed in very few classes in the QuantLib module, and DepositRateHelper is not one of them. That's an artifact of the way SWIG exports overloaded constructors; it can't define keywords, since they would have to be different for each overload.

Also, since SWIG declares wrappers as f(*args, **kwargs) even when it supports keyword arguments, there's no way an IDE can show them. To find them, you'll have to check the SWIG interfaces at https://github.com/lballabio/QuantLib-SWIG/tree/master/SWIG.